Search results for "powered half-normal distribution"

A multivariate powered half-normal distribution

2008

The half-normal distribution has applications in various contexts, particularly in economic analysis (to describe, for example, inefficiency variables), reliability analysis and quality control. However, it seems that, still in the recent literature, interest in forms of multivariate distribution with half-normal marginals is remained at a low level. This problem arises, for example, in the context of economic analysis when it needs to examine inefficiency variables simultaneously. Furthermore, from a robustness perspective, the distributional assumption of half-normality may show itself too strong (or the model too rigorous) and to be inconsistent with the real data, thus motivating the ne…